Lucas Franck
Mouilleron

Computer Science Engineer (M.S.) from Grande Ecole d’Ingénieur INSA Lyon France, specialised in technology management, data and software engineering, architecture, ops and systems, I have over 14+ years of experience working on high-tech projects, specifically in the field of systematic and quantitative asset management.

After a career in technology management with IT services companies, I co-founded Turing Capital in 2011, a start-up developing absolute return strategies and factor-based equity management signals. I led the technological implementation of various investment software (datacenters, signal engines, PMS, EMS) and contributed to the research on strategies.

Following the sale of this company in 2018, I joined the asset manager ERAAM as Head of Technology. I was involved in the equity funds management and oversaw global technological operations. Among other achievements, I contributed to the design and implementation of proprietary software for the systematic management of very large portfolios, global, daily rebalancing, 400M€+ AUM.

In 2022, I co-founded DMC Capital to offer a range of innovative products combining expertise in absolute return and factor/thematic investing.

Technology management

ResearchOps : design, formalisation and tooling of the operational ResearchOps methodology to oversee, optimise, and consolidate highly sensitive technical/scientific production projects, typically within the asset management sector

Architecture and DevOps : workflows, toolchains, architecture design, delivery, performance/continuity/SLA, security

Production management : team and supplier management, scaling, quality control, performance monitoring and analysis

Production support : audits, functional specifications, project management support, estimations, benchmarking

Commercial support : presentations, strategic contents, evangelisation

Production engineering, research engineering, data science

Data engineering : ETL, pipelining, fetching (crawling, API, scrapping, etc.), processing (standard techniques, nlp, cleaning, etc.), storage (dbs, lakes, etc.)

Data analysis : numerical and statistical analysis of large datasets, exploratory analysis, machine learning, NumPy, scikit-learn

Backend development : data management (RDBMS, NoSQL, custom), services (REST, RPC, custom), IPCs (shared memory, sockets, etc.), complex systems (real-time processing, caching strategies, scheduling), monitoring, profiling, analytics

Frontend developement : GUIs, WUIs, TUIs, responsive design, MVC, frameworking (TKinter, Swing, Angular)

Production : Linux, bare metal/cloud (AWS stack), CI/CD, deployment (Docker, custom), testing, performance and optimisation

Languages : expert in Java, Python, very familiar with Objective C, Shell, JS, PHP, HTML/CSS, SQL, XML, JSON

Quantitative finance

R&D : empirical analysis of financial time series, low, medium, and high frequencies

Data : markets, fundamentals, news, events, regulatory data, analyst forecasts, etc.

Alpha : implementation of signal engines, backtesting tools, exploratory frameworks for absolute performance strategies

Beta : development of portfolio construction tools for factor and thematic investing

Production, asset management : design and development of systematic portfolio management software (PMS, OEMS, etc.)

Operations : technological support across the entire front/middle/back-office chain